This paper studies robust inference for linear panel models with fixed effects in the presence of heteroskedasticity …

For the panel data case where cross-sectional units are nested within higher-level groups, and there are many such …

observations that can lead to erroneous conclusions when using the classic estimators; this is a quite unique approach in panel … least trimmed squares (LTS). In its second part we apply this method on the panel data of 28 countries in 2002–2008 testing …

The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two …

estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the …

the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …

the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …

This paper argues that typical applications of panel unit root tests should take possible nonstationarity in the … volatility process of the innovations of the panel time series into account. Nonstationarity volatility arises for instance when … enjoyed by many industrialized countries, known as the "Great Moderation". It also proposes a new testing approach for panel …

This paper argues that typical applications of panel unit root tests should take possible nonstationarity in the … volatility process of the innovations of the panel time series into account. Nonstationarity volatility arises for instance when … enjoyed by many industrialized countries, known as the `Great Moderation.' It also proposes a new testing approach for panel …

The well-known problem of too many instruments in dynamic panel data GMM is dealt with in detail in Roodman (2009 … replaced by a data-driven statistical decision. -- Dynamic Panel Data ; Generalised Method of Moments ; Instrument …